There are many ways to get the arms dealer in Terraria. The ways are the same in both consoles and the PC version. To get the arms dealer a player character must have a gun in their inventory at some point in time in that specific world. To get a gun (If you do not have a way to get one from a friend) you need to go to the corrupted area. In each hole the the corrupted area has you can usually find an orb that when smashed with a hammer will either drop a Musket or a magical item. Keep in mind every 3 orbs you smash summons an eater of worlds.
The only way to mine the ebonstone in the corrupted area is with any mining tool stronger than the golden pickaxe. (nightmare pickaxe, molten pickaxe, cobalt drill, etc.) If you find the orb is covered in ebonstone and you cannot mine it away the only other thing that can break the material is dynamite. Make sure to be careful when using dynamite though, the blast radius is large and it does a lot of damage.
For the Arms Dealer to come after obtaining a gun on your character, you need to have an unoccupied room that is suitable for any NPC to move into. all NPC room requirements are the same. NPCs need to be at LEAST 6 blocks tall by 10 blocks wide. They also need a player placed background, walls, at least 1 door, at least 1 torch, at least 1 table, and at least 1 chair.